My favourite character is Wild Bill Hickock, because he's played by Keith Carradine, whom I like a lot.
But looking on IMDB I see he isn't in the permanent cast list so I guess he dies or goes soon. Shame.
Carradine was in one of my all time favourite films: Southern Comfort (directed by Walter Hill, who directed Deadwood) with Powers Boothe (who is also in Deadwood). Southern Comfort is about a band of Louisiana National Guardsmen who wander off the beaten path and get their asses kicked by the locals. It's somewhere between Deliverance and the Blair Witch Project.
What I like about it is the friendship between Carradine and Boothe. They recognise each other immediately, and without any overt comment, as the only two intelligent guys in the company, and I like the way that works out and develops.